+50.9%
LVS vs NSC
+1,372.2%
-1,321.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +0.3% | -1.5% | +1.8% | +1.3% |
| 30D | -3.9% | -1.9% | -2.0% | -2.7% |
| 3M | -12.9% | +6.2% | -19.1% | -16.9% |
| 6M | -16.9% | +9.2% | -26.1% | -23.3% |
| YTD | -31.2% | +15.0% | -46.3% | -39.0% |
| 1Y | -16.4% | +21.1% | -37.5% | -28.7% |
| 3Y | -4.4% | +78.6% | -83.0% | -40.6% |
| 5Y | +6.7% | +45.9% | -39.2% | -25.6% |
| 10Y | +1.4% | +326.9% | -325.4% | -71.4% |
| All | +50.9% | +1,372.2% | -1,321.3% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NSC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling